Xetra efficiency evaluation and NASDAQ modelling by KapSyn.

DOI10.1016/S0377-2217(01)00040-6MaRDI QIDQ5952435zbMATH OpenWikidataFDO

Authors Otto Loistl, Bernd Schossmann, Olaf Vetter

Publication date 2001

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-2217(01)00040-6

zbMATH Keywords

Capital market synergeticsFinanceStock market's microstructureTransaction costs

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• A comparison of transaction costs on Xetra and on Nasdaq
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• Advances in quantitative analysis of finance and accounting. Essays in microstructure in honor of David K. Whitcomb.
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Cites work

• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)

Cited in

(4)

• Tick size and spreads: the case of Nasdaq's decimalization.
• Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy
• KapSyn
• A comparison of transaction costs on Xetra and on Nasdaq

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